We don't actually provide SFTP/FTP clients. We only provide SFTP/FTP client libraries in form of .NET assemblies (.DLL files). These are not supposed to be installed on its own, but only as part of custom applications created using those libraries. So the correct process is: 1) Create an application that uses Rebex DLLs. 2) Create a CAB file for your application. 3) Install the CAB file.
If you already have a custom application (possibly based on one of our samples), and are looking into how to create a CAB file for it, check out these resources:
I don't know where you are getting the "not signed with a trusted certificate" error, but please note that unlike Rebex libraries for other platforms, our DLLs for .NET Compact Framework are not signed with a code-signing certificate, but only with .NET 'strong name'. The reason for this is that a number of Windows CE platforms already reached end-of-life, and might not be able to validate a contemporary signature. If you need (or prefer) to use a code-signed DLLs, you should sign Rebex DLLs using your own code-signing certificate.